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Hennessee Growth Index
The funds in the Hennessee Growth Index typically have long and short equity positions in companies that exhibit an acceleration (or deceleration) of earnings growth, revenues, and market share
Summary Statistics (1993 - 2006)
| _ |
Annualized Compound Return |
Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (vs. Benchmark) |
Correlation (vs. Benchmark) |
| Hennessee Growth Index |
12.47% |
11.70% |
0.63 |
0.94 |
N/A |
N/A |
| S&P 500 Index |
8.80% |
13.80% |
0.31 |
0.34 |
7.43% |
0.66 |
| NASDAQ |
9.52% |
25.25% |
0.29 |
0.23 |
7.80% |
0.86 |
| _ |
Number of Months |
% of Months Positive |
Largest Consecutive Loss |
Value of $1000 (invested since inception) |
| Positive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Growth Index |
108 |
60 |
64% |
-13.84% |
3 |
Mar-00 |
May-00 |
$5,183 |
| S&P 500 Index |
108 |
60 |
64% |
-20.55% |
4 |
Apr-02 |
Jul-02 |
$3,255 |
| NASDAQ |
96 |
72 |
57% |
-41.26% |
4 |
Sep-00 |
Dec-00 |
$3,570 |
Monthly Returns (1993 - 2006)
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2006 |
5.00% |
0.52% |
2.70% |
1.18% |
(2.24%) |
(0.84%) |
(1.37%) |
1.17% |
0.20% |
1.74% |
2.39% |
0.75% |
11.57% |
| 2005 |
(1.67%) |
2.07% |
(1.49%) |
(3.67%) |
3.31% |
2.49% |
3.61% |
0.00% |
1.40% |
(1.60%) |
1.87% |
1.22% |
7.50% |
| 2004 |
2.00% |
0.87% |
(0.11%) |
(2.38%) |
0.07% |
1.09% |
(2.86%) |
(0.75%) |
2.65% |
(0.16%) |
3.52% |
2.13% |
6.02% |
| 2003 |
(0.07%) |
(0.89%) |
0.32% |
2.75% |
5.68% |
1.62% |
2.43% |
2.55% |
0.07% |
3.41% |
1.40% |
1.27% |
22.38% |
| 2002 |
(0.69%) |
(2.19%) |
2.57% |
(1.33%) |
(1.41%) |
(3.52%) |
(5.87%) |
0.04% |
(1.27%) |
1.11% |
3.53% |
(2.92%) |
(11.65%) |
| 2001 |
3.13% |
(3.87%) |
(3.35%) |
2.06% |
0.15% |
(0.48%) |
(2.94%) |
(1.45%) |
(4.20%) |
2.45% |
2.65% |
2.53% |
(3.70%) |
| 2000 |
0.17% |
13.85% |
(2.15%) |
(8.69%) |
(3.57%) |
6.24% |
(3.04%) |
5.90% |
(2.05%) |
(4.30%) |
(6.63%) |
3.16% |
(3.22%) |
| 1999 |
6.61% |
(3.94%) |
3.96% |
5.13% |
0.79% |
6.53% |
0.89% |
(0.84%) |
1.96% |
3.25% |
8.08% |
12.01% |
53.22% |
| 1998 |
(0.44%) |
5.09% |
4.53% |
(0.28%) |
(3.00%) |
6.16% |
(2.36%) |
(11.44%) |
4.34% |
1.09% |
6.12% |
7.06% |
16.37% |
| 1997 |
3.03% |
(2.46%) |
(3.14%) |
(1.11%) |
6.80% |
2.82% |
5.08% |
1.73% |
6.54% |
(1.29%) |
(0.84%) |
0.38% |
18.28% |
| 1996 |
1.27% |
2.28% |
0.82% |
6.60% |
3.91% |
(3.41%) |
(5.08%) |
3.39% |
3.91% |
0.28% |
2.35% |
0.80% |
17.87% |
| 1995 |
(0.34%) |
3.63% |
2.31% |
2.51% |
1.15% |
5.34% |
5.53% |
2.48% |
2.10% |
(1.99%) |
3.48% |
1.10% |
30.67% |
| 1994 |
1.91% |
(1.54%) |
(3.09%) |
(0.58%) |
0.38% |
(0.93%) |
1.20% |
2.94% |
1.16% |
0.45% |
(2.56%) |
1.16% |
0.32% |
| 1993 |
2.90% |
(1.24%) |
2.83% |
(0.31%) |
3.19% |
1.72% |
1.57% |
4.63% |
1.97% |
2.92% |
(2.19%) |
4.04% |
24.11% |
To download the monthly performance data in an excel spreadsheet, click here. 
© 2007 Hennessee Group LLC, All Rights Reserved.
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